Interest Rates Products

 
 
Know Your Options
Bundle Futures Launched
DSFs, Ultras added to Portfolio Margining
Eurodollar Bundle Futures and Options
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.760 0 99.765 99.765 99.755 52187
Eurodollar GEH5 Mar 2015 99.740 0 99.735 99.740 99.735 46926
Eurodollar GEM5 Jun 2015 99.625 -0.01 99.640 99.645 99.620 99347
Eurodollar GEU5 Sep 2015 99.450 -0.015 99.480 99.485 99.445 89838
Eurodollar GEZ5 Dec 2015 99.225 -0.03 99.270 99.280 99.220 137022
Eurodollar GEH6 Mar 2016 99.005 -0.04 99.065 99.070 99.000 103595
Eurodollar GEM6 Jun 2016 98.770 -0.05 98.840 98.855 98.765 98605
Eurodollar GEU6 Sep 2016 98.525 -0.06 98.600 98.620 98.525 85900
10-Year U.S. Treasury Note ZNZ4 Dec 2014 126'310 -0'145 127'175 127'220 126'305 846170
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'145 -0'090 102'195 102'270 102'145 1052
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 104'295 -0'135 105'075 105'195 104'295 453
2-Year Eurodollar Bundle BU2Z4 Dec 2014 99.265 a -0.025 - - 99.265 -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 98.845 -0.035 98.845 98.845 98.845 1
5-Year Eurodollar Bundle BU5Z4 Dec 2014 98.195 a -0.05 - - 98.195 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.760 0 99.765 99.765 99.755 52187
Eurodollar GEH5 Mar 2015 99.740 0 99.735 99.740 99.735 46926
Eurodollar GEM5 Jun 2015 99.625 -0.01 99.640 99.645 99.620 99347
Eurodollar GEU5 Sep 2015 99.450 -0.015 99.480 99.485 99.445 89838
Eurodollar GEZ5 Dec 2015 99.225 -0.03 99.270 99.280 99.220 137022
Eurodollar GEH6 Mar 2016 99.005 -0.04 99.065 99.070 99.000 103595
Eurodollar GEM6 Jun 2016 98.770 -0.05 98.840 98.855 98.765 98605
Eurodollar GEU6 Sep 2016 98.525 -0.06 98.600 98.620 98.525 85900
30-Day Federal Funds ZQF5 Jan 2015 99.910 -0.005 99.910 99.915 99.910 1499
2-Year Eurodollar Bundle BU2Z4 Dec 2014 99.265 a -0.025 - - 99.265 -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 98.845 -0.035 98.845 98.845 98.845 1
5-Year Eurodollar Bundle BU5Z4 Dec 2014 98.195 a -0.05 - - 98.195 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 157'02 -1'11 158'21 159'03 157'01 34597
U.S. Treasury Bond ZBZ4 Dec 2014 141'19 -0'26 142'18 142'28 141'19 202712
10-Year U.S. Treasury Note ZNZ4 Dec 2014 126'310 -0'145 127'175 127'220 126'305 846170
5-Year U.S. Treasury Note ZFZ4 Dec 2014 119'290 -0'077 120'075 120'097 119'287 347281
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'282 -0'015 109'305 109'307 109'280 92700
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UZ4 Dec 2014 100'167 a -0'012 - 100'190 100'167 -
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'145 -0'090 102'195 102'270 102'145 1052
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 104'295 -0'135 105'075 105'195 104'295 453
30-Year Deliverable Interest Rate Swap B1UZ4 Dec 2014 109'11 a -1'02 110'25 110'29 109'11 63
2-Year Euro Deliverable Interest Rate Swap T1EZ4 Dec 2014 100.505 a -0.010 - - 100.505 -
Interest Rate Education|All Education
All IR Products
STIR Futures
Treasury Futures
Swap Futures
Options
STIR Futures
Treasury Futures
Swaps
Options
STIRs
Deliverable Swap Futures
All IR Products
DSFs: New High in Monthly ADV, Growing Open Interest

DSFs
Enlarge

 

 

 
 
DSF Interest Rate Swap Exposure
Quickstrike Option Pricing
New Find-a-Broker Tool
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

Futures & Options Trading

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

Idea Exchange

Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus and provide feedback on upcoming Web initiatives

Idea Exchange - Join Our User Focus Program

Contact Us

CME Group/Chicago HQ:
Local: +1 312 930 1000
Toll Free: +1 866 716 7274

Global Customer Contacts

More CME Group Direct Lines
Phone list by department

Global Partnerships

Global

Global Offices Contact Information

 
Calgary Houston Chicago New York Washington São Paulo Belfast London Singapore Hong Kong Seoul Tokyo Beijing

© 2014 CME Group Inc. All rights reserved.

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.